NYMEX Light Sweet Crude Oil Future April 2024
| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
75.53 |
74.26 |
-1.27 |
-1.7% |
72.68 |
| High |
75.90 |
74.78 |
-1.12 |
-1.5% |
75.69 |
| Low |
74.20 |
72.10 |
-2.10 |
-2.8% |
71.58 |
| Close |
74.51 |
72.14 |
-2.37 |
-3.2% |
73.84 |
| Range |
1.70 |
2.68 |
0.98 |
57.6% |
4.11 |
| ATR |
2.26 |
2.29 |
0.03 |
1.3% |
0.00 |
| Volume |
34,734 |
42,706 |
7,972 |
23.0% |
192,889 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.05 |
79.27 |
73.61 |
|
| R3 |
78.37 |
76.59 |
72.88 |
|
| R2 |
75.69 |
75.69 |
72.63 |
|
| R1 |
73.91 |
73.91 |
72.39 |
73.46 |
| PP |
73.01 |
73.01 |
73.01 |
72.78 |
| S1 |
71.23 |
71.23 |
71.89 |
70.78 |
| S2 |
70.33 |
70.33 |
71.65 |
|
| S3 |
67.65 |
68.55 |
71.40 |
|
| S4 |
64.97 |
65.87 |
70.67 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.03 |
84.05 |
76.10 |
|
| R3 |
81.92 |
79.94 |
74.97 |
|
| R2 |
77.81 |
77.81 |
74.59 |
|
| R1 |
75.83 |
75.83 |
74.22 |
76.82 |
| PP |
73.70 |
73.70 |
73.70 |
74.20 |
| S1 |
71.72 |
71.72 |
73.46 |
72.71 |
| S2 |
69.59 |
69.59 |
73.09 |
|
| S3 |
65.48 |
67.61 |
72.71 |
|
| S4 |
61.37 |
63.50 |
71.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.37 |
72.10 |
4.27 |
5.9% |
2.16 |
3.0% |
1% |
False |
True |
35,163 |
| 10 |
76.37 |
70.38 |
5.99 |
8.3% |
2.27 |
3.1% |
29% |
False |
False |
37,484 |
| 20 |
79.36 |
68.57 |
10.79 |
15.0% |
2.35 |
3.3% |
33% |
False |
False |
39,664 |
| 40 |
81.50 |
68.57 |
12.93 |
17.9% |
2.32 |
3.2% |
28% |
False |
False |
30,693 |
| 60 |
84.68 |
68.57 |
16.11 |
22.3% |
2.28 |
3.2% |
22% |
False |
False |
25,403 |
| 80 |
85.75 |
68.57 |
17.18 |
23.8% |
2.05 |
2.8% |
21% |
False |
False |
22,525 |
| 100 |
85.75 |
68.57 |
17.18 |
23.8% |
1.92 |
2.7% |
21% |
False |
False |
19,138 |
| 120 |
85.75 |
68.57 |
17.18 |
23.8% |
1.80 |
2.5% |
21% |
False |
False |
16,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.17 |
|
2.618 |
81.80 |
|
1.618 |
79.12 |
|
1.000 |
77.46 |
|
0.618 |
76.44 |
|
HIGH |
74.78 |
|
0.618 |
73.76 |
|
0.500 |
73.44 |
|
0.382 |
73.12 |
|
LOW |
72.10 |
|
0.618 |
70.44 |
|
1.000 |
69.42 |
|
1.618 |
67.76 |
|
2.618 |
65.08 |
|
4.250 |
60.71 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
73.44 |
74.24 |
| PP |
73.01 |
73.54 |
| S1 |
72.57 |
72.84 |
|